Gradient descent

With supervised learning, in order for the algorithm to learn the relationship between the input and the output features, we provide a set of manually curated values for the target variable (y) against a set of input variables (x). We call it the training set. The learning algorithm then has to go over our training set, perform some optimization, and come up with a model that has the least cost—deviation from the true values. So technically, we have two algorithms for every learning problem: an algorithm that comes up with the function and (an initial set of) weights for each of the x features, and a supporting algorithm (also called cost minimization or optimization algorithm) that looks at our function parameters (feature weights) and tries to minimize the cost as much as possible.

There are a variety of cost minimization algorithms, but one of the most popular is gradient descent. Imagine gradient descent as climbing down a mountain. The height of the mountain represents...